BVT Call 15 ENI 14.08.2024
/ DE000VD7MS85
BVT Call 15 ENI 14.08.2024/ DE000VD7MS85 /
| 2024-07-31 8:53:25 AM |
Chg.+0.002 |
Bid12:21:22 PM |
Ask12:21:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.103EUR |
+1.98% |
0.161
Bid Size: 56,000 |
0.171
Ask Size: 56,000 |
ENI S.P.A. |
15.00 EUR |
2024-08-14 |
Call |
Master data
| WKN: |
VD7MS8 |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
ENI S.P.A. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2024-08-14 |
| Issue date: |
2024-06-10 |
| Last trading day: |
2024-08-14 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
98.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.17 |
| Parity: |
-0.36 |
| Time value: |
0.15 |
| Break-even: |
15.15 |
| Moneyness: |
0.98 |
| Premium: |
0.03 |
| Premium p.a.: |
1.43 |
| Spread abs.: |
0.04 |
| Spread %: |
39.62% |
| Delta: |
0.33 |
| Theta: |
-0.01 |
| Omega: |
32.33 |
| Rho: |
0.00 |
Quote data
| Open: |
0.103 |
| High: |
0.103 |
| Low: |
0.103 |
| Previous Close: |
0.101 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+202.94% |
| 1 Month |
|
|
-37.95% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.117 |
0.028 |
| 1M High / 1M Low: |
0.240 |
0.028 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.073 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
867.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
